Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 29,00% | 0,03 CHF | 0,04 CHF | 1 628 900 | 1 628 900 | 893 040 | 893 040 | 26 871 CHF | 35 828 CHF | 99,90% | 99,90% |
19/11/2024 | 29,04% | 0,03 CHF | 0,04 CHF | 1 771 600 | 1 771 600 | 974 519 | 974 519 | 29 236 CHF | 39 010 CHF | 98,91% | 98,91% |
18/11/2024 | 33,18% | 0,03 CHF | 0,04 CHF | 1 939 200 | 1 939 200 | 1 062 590 | 1 062 590 | 27 465 CHF | 38 131 CHF | 99,58% | 99,58% |
15/11/2024 | 33,94% | 0,03 CHF | 0,04 CHF | 1 868 400 | 1 868 400 | 1 022 800 | 1 022 800 | 25 570 CHF | 35 844 CHF | 99,89% | 99,89% |
14/11/2024 | 33,77% | 0,03 CHF | 0,04 CHF | 1 887 500 | 1 887 500 | 1 053 410 | 1 053 410 | 26 335 CHF | 36 890 CHF | 98,85% | 98,85% |
13/11/2024 | 30,11% | 0,03 CHF | 0,04 CHF | 1 809 100 | 1 809 100 | 993 395 | 993 395 | 27 919 CHF | 37 871 CHF | 100,00% | 100,00% |
12/11/2024 | 31,96% | 0,03 CHF | 0,04 CHF | 1 687 000 | 1 687 000 | 863 783 | 863 783 | 23 471 CHF | 32 147 CHF | 100,00% | 100,00% |
11/11/2024 | 26,93% | 0,03 CHF | 0,04 CHF | 1 393 700 | 1 393 700 | 759 371 | 759 371 | 24 690 CHF | 32 360 CHF | 99,93% | 99,93% |
08/11/2024 | 40,98% | 0,04 CHF | 0,05 CHF | 1 374 800 | 1 374 800 | 518 750 | 518 750 | 18 157 CHF | 23 848 CHF | 100,00% | 100,00% |
07/11/2024 | 24,29% | 0,04 CHF | 0,05 CHF | 1 278 800 | 1 278 800 | 609 598 | 609 598 | 22 545 CHF | 28 656 CHF | 98,68% | 98,68% |